In the US, I think the EPA would not let you...
...not that it stops people all that much, as a YouTube search for "DIY AC" will show.
In Canada, you need to be a licensed something-or-other to purchase or own compressed CO2 canisters. This put SodaStream in an awkward position when entering the Canadian market, since their whole business model is built on selling people CO2. But they figured out a workaround: in Canada, you don't buy their CO2 canisters; instead, you "join a club" that allows you to borrow CO2 canisters (and/or refills the ones you have), and then charges servicing fees for "their" canister equipment. (Sort of like how a catering company would rent a helium tank.)
I wonder if something similar could be done for refrigerant-supply licensing in the US.
I even get it filled up at the corner store lol.
Paintball guns run on CO2. You don’t need a special permit to own a paintball gun. You can pick up a paintball tank on eBay and run down to Canadian Tire or any paintball field and they’ll happily fill it up for you. Or at least they used to — it’s been a while for me.
One thing I've long wanted to try with mine is use 'heating mode' as a quieter version of cooling mode. They work the same - the unit just runs backwards, with the cold air coming out of the tube instead of the vents - so in theory you can cool your bedroom without having the noisy aircon in the same room. But the thermostat doesn't work properly in this case, because it thinks it's trying to raise the temperature of whatever room you put it in, not cool the other end of the tube, so for this to work properly you need to hack the control board.